gsl::monte::vegas Namespace Reference

Monte Carlo integration using VEGAS. More...

Classes
class	state
	Workspace for Monte Carlo integration using the VEGAS algorithm. More...

Functions
int	init (gsl::monte::vegas::state &state)
	C++ version of gsl_monte_vegas_init(). More...
template<typename L , typename U >
int	integrate (gsl::monte::function &f, L &xl, U &xu, size_t const calls, gsl::rng &r, state &state, double &result, double &abserr)
	C++ version of gsl_monte_vegas_integrate(). More...

Detailed Description

Monte Carlo integration using VEGAS.

Function Documentation

init()

int gsl::monte::vegas::init ( gsl::monte::vegas::state &  state )

inline

C++ version of gsl_monte_vegas_init().

This allows this state to be reused.

Parameters

state

The workspace

Returns

Error code on failure

Definition at line 329 of file monte_vegas.hpp.

References gsl::monte::vegas::state::get().

integrate()

template<typename L , typename U >

int gsl::monte::vegas::integrate ( gsl::monte::function &  f, L &  xl, U &  xu, size_t const  calls, gsl::rng &  r, state &  state, double &  result, double &  abserr  )

inline

C++ version of gsl_monte_vegas_integrate().

This version can use gsl::vector or std::vector instead of arrays of doubles.

Parameters

f	The function
xl	An array of size dim (lower bounds)
xu	An array of size dim (upper bounds)
calls	The fixed number of function calls to use
r	A random number generator
state	The state
result	Storage for result
abserr	Estimated absolute error

Returns

Error code on failure

Definition at line 388 of file monte_vegas.hpp.

References gsl::monte::vegas::state::get(), and gsl::rng::get().